Depends on what you want to buy. To get Asmodee products including DOW, Z-Man and Plaid Hat Games, you'll need to buy it from Asmodee Canada (formerly F2Z).

Otherwise, Lion Rampant is required for FFG. If you want 7 Wonders, you have to go through ilot307. Those should cover most of the most wanted games.

Buying from the US is only good if you can ship to a US freight forwarder and get it sent up that way, and only if you're doing it in large enough quantities that it off-sets shipping and brokerage (which is often nearly a fixed rate at those quantities).